Skip to content

Stochastic volatility models and their application to Deribit crypro-options exchange

License

Notifications You must be signed in to change notification settings

zugzvangg/crypto-calibration

Repository files navigation

Implementation and research of stochastic volatility models on crypto-exchange Deribit data

About

Stochastic volatility models and their application to Deribit crypro-options exchange

Topics

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published